ch06data {FinTS}R Documentation

financial time series for Tsay (2005, chapter 6[text])

Description

Financial time series used in examples in chapter 6.

Usage

data(d.ibmy98)
data(d.cscoy99)

Format

Objects of class zoo giving returns for each trading day for different periods

d.ibmy98
Zoo object giving daily simple returns of IBM stock for each trading day in 1998.
d.cscoy99
Zoo object giving daily log returns of Cisco stock for each trading day in 1999.

Source

http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)

See Also

ch01data ch02data ch03data ch04data ch05data


[Package FinTS version 0.3-6 Index]